Title :
Bi-loop recursive least squares algorithm with forgetting factors
Author :
Yu, Wen-Chun ; Shih, Neng-Yih
Author_Institution :
Dept. of Electron. Eng., Chung Chou Inst. of Technol., Yuan-Lin
Abstract :
This letter develops a novel recursive least squares algorithm with forgetting factors (FRLS) named as the bi-loop recursive least squares algorithm with forgetting factors (BLFRLS). The BLFRLS is also established from the FRLS and an in-between recursive least squares algorithm with forgetting factors (IFRLS). The BLFRLS promotes the tracking capability of parameters estimation for time-varying systems without any additional data. The convergence properties in parameters estimation and predicted errors are proven. Computer simulations show that the proposed BLFRLS algorithm has better tracking capability than FRLS
Keywords :
least squares approximations; parameter estimation; probability; signal sampling; bandwidth-limited sampling systems; bi-loop recursive least square algorithm; forgetting factors; parameters estimation; time-varying systems; tracking capability; Algorithm design and analysis; Computer errors; Computer simulation; Convergence; Least squares methods; Parameter estimation; Resonance light scattering; Sampling methods; Signal processing algorithms; Time varying systems; Bi-loop recursive least squares algorithm; forgetting factors; in-between recursive least squares algorithm; time-varying system;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2006.873664
